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iShares 1-3 Year Treasury Bond ETF SHY

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Market datapartial · fetched 2026-10-22T22:07:29.126Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:01:11.540378882Z

FundamentalsAlpha Vantage · unavailable

Share price$81.54
1D+0.1%
AH$81.34$81.41$81.47$81.54$81.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHY
Sold putSold callAH

iShares 1-3 Year Treasury Bond ETF options

Live interpolated SHY call and put midpoint premiums by absolute delta.iShares 1-3 Year Treasury Bond ETF$0.08$1.19$2.31$3.42$4.53$78.77$79.85$80.93$82.01$83.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHY spot · $81.54SHY PRICE$0.35$0.26$0.23$0.22$0.20$0.26$0.33$0.41$0.48$0.55$0.62$0.76$1.18$0.25$0.28$0.31$0.49$0.66$0.83$1.01$1.17$1.32$1.48$1.65$2.50$4.21
PutsExpensive3.30×
CallsExpensive1.73×
SkewBearish+5.32 pp
Implied moveBearish±$1.34
TiltBearish46.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.5113.5%4.1%80.019.7%2.2%
25Δ83.047.6%2.2%80.528.2%1.6%
30Δ82.686.0%1.7%81.027.0%1.0%
35Δ82.364.6%1.3%81.237.8%1.0%
40Δ82.043.2%0.9%81.458.7%0.9%
45Δ81.873.1%0.7%81.679.5%0.9%
50Δ81.723.2%0.6%81.8810.4%0.8%
55Δ81.573.3%0.5%82.1410.7%0.7%
60Δ81.423.4%0.4%82.4310.4%0.5%
65Δ81.273.5%0.3%82.7210.0%0.4%
70Δ81.123.6%0.2%83.039.8%0.2%
75Δ80.914.0%0.2%83.8712.7%0.2%
80Δ80.485.1%0.1%85.5618.3%0.2%

20Δ

Calls
Pseudo strike
84.51
IV
13.5%
B/E move
4.1%
Puts
Pseudo strike
80.01
IV
9.7%
B/E move
2.2%

25Δ

Calls
Pseudo strike
83.04
IV
7.6%
B/E move
2.2%
Puts
Pseudo strike
80.52
IV
8.2%
B/E move
1.6%

30Δ

Calls
Pseudo strike
82.68
IV
6.0%
B/E move
1.7%
Puts
Pseudo strike
81.02
IV
7.0%
B/E move
1.0%

35Δ

Calls
Pseudo strike
82.36
IV
4.6%
B/E move
1.3%
Puts
Pseudo strike
81.23
IV
7.8%
B/E move
1.0%

40Δ

Calls
Pseudo strike
82.04
IV
3.2%
B/E move
0.9%
Puts
Pseudo strike
81.45
IV
8.7%
B/E move
0.9%

45Δ

Calls
Pseudo strike
81.87
IV
3.1%
B/E move
0.7%
Puts
Pseudo strike
81.67
IV
9.5%
B/E move
0.9%

50Δ

Calls
Pseudo strike
81.72
IV
3.2%
B/E move
0.6%
Puts
Pseudo strike
81.88
IV
10.4%
B/E move
0.8%

55Δ

Calls
Pseudo strike
81.57
IV
3.3%
B/E move
0.5%
Puts
Pseudo strike
82.14
IV
10.7%
B/E move
0.7%

60Δ

Calls
Pseudo strike
81.42
IV
3.4%
B/E move
0.4%
Puts
Pseudo strike
82.43
IV
10.4%
B/E move
0.5%

65Δ

Calls
Pseudo strike
81.27
IV
3.5%
B/E move
0.3%
Puts
Pseudo strike
82.72
IV
10.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
81.12
IV
3.6%
B/E move
0.2%
Puts
Pseudo strike
83.03
IV
9.8%
B/E move
0.2%

75Δ

Calls
Pseudo strike
80.91
IV
4.0%
B/E move
0.2%
Puts
Pseudo strike
83.87
IV
12.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
80.48
IV
5.1%
B/E move
0.1%
Puts
Pseudo strike
85.56
IV
18.3%
B/E move
0.2%

Options history

No recorded observations